The Cell framework provides a mechanism to declare a number of values and calculations like cells of a spreadsheet and have them background evaluated automatically in parallel whenever a value changes. Cells can be constructed with closures or profiled the first time they are evaluated, but will always be re-evaluated when a referenced cell has changed (and not otherwise).
The Cell framework is designed for complex financial calculations that depend on ticking market data for pricing and real-time risk – where you can not determine which value is going to change for second to second.
Cells can be grouped into a Model to encapsulate the implementation of the model in an object that is IObserver<> for upstream values and IObservable<> for downstream values
Install-Package Cephei.Cell -Version 3.0.0
dotnet add package Cephei.Cell --version 3.0.0
<PackageReference Include="Cephei.Cell" Version="3.0.0" />
paket add Cephei.Cell --version 3.0.0
This is the first open-source implementation of the library, that has been used by two investment banks for Montecarlo simulation for CVA pricing and Liquidity Risk
This package is not used by any NuGet packages.
This package is not used by any popular GitHub repositories.